+163.8%
ON vs FLEX
+179.0%
-15.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | -1.9% |
| 7D | -11.7% | -19.3% | +7.6% | -1.8% |
| 30D | -23.3% | -41.5% | +18.3% | -0.9% |
| 3M | -19.2% | -43.1% | +23.9% | +5.6% |
| 6M | -40.1% | -48.2% | +8.1% | -17.3% |
| YTD | +16.9% | +15.5% | +1.4% | +0.2% |
| 1Y | +29.7% | +10.2% | +19.5% | +13.1% |
| 3Y | -4.4% | +256.8% | -261.2% | -55.6% |
| 5Y | +7.1% | +408.2% | -401.2% | -57.8% |
| 10Y | +447.2% | +580.9% | -133.7% | +79.6% |
| All | +163.8% | +179.0% | -15.2% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FLEX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling